Steganography

Steganography! The art of concealing information in various forms of media: writing, typed text, image files, audio files, video files, you name it. How to do it? Flipping the LSB of the media information elements (e.g., pixel in an image) does not cause noticeable changes in the original, but successfully embeds a message, one bit at a time in each media element. Read about it.
Here is a sample .NET application and a good introduction to steganography.
Here's another one that does it with wav files. This author may have other articles on the same topic with other file formats.
Yup, sure enough, she does. Here's another one. I'd expect you could edit the URL visiting steganodotnet1.asp through steganodotnet9.asp on that website.
Here's a library alongwith Stegano samples.
Here's yet another article on steganography and how to do it.
This one has more than I could read.
I guess just reading and using these should be sufficient for starters.